Hey. I was wondering if there was anyway using TWS to determine the position of my order at a level in the order book? I try to place a new single order inside the spread and sometimes the size jumps greater than my order size, id like to know if i am first in line to be filled or not.
I would say based upon my trades the answer is no. I use smart for most of my executions but have notice that if I am placing a larger order ie 5000 shares on a stock that if I just use a one order it takes time to fill and has moved through my price several times before the order gets complete. also I have tried placing ie 5 @1000 at the same limit price on smart and have found that several of the 1000 end up being part fills versus ie one at a time. besides there is a priority list that will take preference over us. good luck w
I would suspect not as most exchanges do not make this info available. I don't know of one that does make it available. There can also be hidden orders, reserve orders, etc. in the book. And if it's equities, you also need to consider other books for Reg NMS trade through protection.
is it possible to make a single future order hidden? or can you only iceberg a portion of it. not the entire thing?